Browsing by Subject Dirichlet Process Mixtures

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Issue DateTitleSub-TitleAuthor(s)Journal NameVolume NumberIssue NumberPages
2014A semiparametric bayesian approach to the analysis of financial time series with applications to value at risk estimation-Ausn, M. Concepcion ; Galeano, Pedro ; Ghosh, Pulak European Journal of Operational ResearchVol.232Iss.2350-358p.